AIMMS PRO: Client Server Architecture & Distributed...

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AIMMS PRO: Client Server Architecture &

Distributed Computing

Peter Nieuwesteeg

Senior AIMMS & Optimization Specialist

Pittsburgh, PA, March 11, 2014

Roadmap

• AIMMS

• AIMMS PRO

• Case Study: Portfolio Optimization

AIMMS’ purpose and mission

Bring the benefits of optimization technology to society

To enable people to apply optimization technology successfully into their organizations

AIMMS

AIMMS Overview

MODEL BUILDING

Model Explorer

Identifier Selector

Data Manager

Data Management Setup

AIMMS Productivity Tools

SETUP AIMMS

GUI CONSTRUCTION

Page Manager

Template Manager

Menu Builder

SOLVERS

CPLEX

GUROBI

XA

CONOPT

CBC

PATH

SNOPT

MINOS

KNITRO

IPOPT

MOSEK

BARON

LGO

AOA

(+OSI)

External DLLs Fortran/C/C++

Databases ODBC/OLE DB

XML / Excel

SDK (Java, .NET)

AIMMS PRO

5 • www.aimms.com •

Easy

Fast

All in one

Challenges to apply optimization successfully?

• Easy access to various optimization models;

• Ability to gain insight in results:

– Visualization of results;

– What if analysis;

• Access to appropriate hardware and software.

AIMMS PRO Client Server Architecture made easy

What is AIMMS PRO?

AIMMS Publishing and Remote Optimization Platform

A deployment platform to offer and manage

AIMMS-based optimization solutions in a simple and efficient

manner

.. an appStore for optimization-based apps

Offers business users:

1. Access to various models,

2. The ability to open the latest version directly from the

browser,

3. Solve the Optimization Model on a (powerful) remote server,

4. Retrieve model results from server,

5. Change the data and rerun the model,

6. Visualize the results in a GUI;

Why AIMMS PRO?

Publishing • Reduce effort and technical hurdles to issue new or updated applications

to a bare minimum

• Create uniformity

– Assure homogeneous application use throughout organization

– Assure match application and AIMMS version

Add instant value to the business by making the models easily accessible

Remote Optimization • Share and manage resources (hardware, software, licenses)

• Move heavy execution from local machines to central servers

Leverage technology & resources in an efficient way

PRO Framework Setup

AIMMS PRO SERVER

AIMMS Run-Time Models

AIMMS Clients

Monitoring GUI

Server

Client

Using PRO Basic Steps End User

End User perspective:

– Open PRO Application Portal

– Run AIMMS App by clicking icon

– Watch your jobs in the portal

– Open finished jobs within AIMMS App

– View statistics of AIMMS App use

Using PRO Basic Steps Developer

End User perspective:

– Open PRO Application Portal (web page)

– Run application by clicking icon

Developer perspective: – Add call pro::DelegateToServer() at start of procedure to run

it remotely

– Link Request Management page

– Publish AimmsPack

Using PRO Basic Steps IT

Administrative perspective:

– Setup preferred server or cloud & Install PRO Server

– Publish AIMMS Versions & Activate AIMMS Licenses

– Monitor & Manage all Apps, AIMMS versions, and Users

– View Statistics on use of PRO Platform

CASE STUDY: PORTFOLIO OPTIMIZATION

Using AIMMS PRO for distributed computing

Investment portfolio

• The user wants support in deciding how to invest the capital budget to maximize the long term profit, considering:

– Various investment opportunities;

– Flexibility in start date of investments;

– Multi year planning interval;

– Budget restrictions;

– Operational restrictions;

– Net Present Value (NPV).

Uncertainty

• The constructed model is a large (deterministic) MIP, but in the real world there is uncertainty in: – Commodity pricing;

– Capital expense;

– Operating expense;

– NPV discount factor.

• The user would like to see various possible investment strategy and the impact of the uncertainty;

Single Computer Process

Solve MIP model

(with solution pool)

Retrieve Integer

Solution from pool

Sample uncertain

data and solve LP

model

Store NPV data

Finished

Distributed Computing Process

Solve MIP model

(with solution pool)

Finished

Retrieve Integer

Solution from pool

Sample uncertain

data and solve LP

model

Store NPV data

Retrieve Integer

Solution from pool

Sample uncertain

data and solve LP

model

Store NPV data

Session 1 Session N

Complete Procedure

Solving the Master Optimization Model

Perform Monte Carlo Simulation

Send progress information

USER EXPERIENCE

Login on the PRO Framework

Overview of apps

Summary

• High level overview of AIMMS for fast, easy application development;

• AIMMS PRO for easy deploying of model in client server architecture;

• AIMMS PRO for using model in distributed environment.

Thank you!

Or email me at Peter.Nieuwesteeg@aimms.com

For more information: – www.aimms.com

– www.aimms.com/trial

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